Implementation of geostatistical models for large spatiotemporal datasets using multi-resolution approximations

<p>The multi-resolution approximation approach (MRA) [1] provides an efficient representation of Gaussian processes that scales beyond millions of observations. MRA leaves flexibility in the selection of covariance functions and allows to trade off computation time against prediction performance, depending on the selection of parameters. Recent work [2] has shown how MRA can be used for global spatiotemporal processes by integrating nonstationary covariance functions, where parameters vary over space and/or time following a kernel convolution approach. As such, MRA turns out to be a promising approach for geostatistical modelling of global spatiotemporal datasets, such as those coming from Earth observation satellites.</p><p>In this work, we show how MRA can be used for spatiotemporal analysis from a practical perspective. In the first part, we will discuss the influence of parameters (spatiotemporal shape of partitioning regions, the number of basis functions, and the number of partitioning levels) by analyzing a real world dataset. In the second part, we will present and discuss our implementation as an R package stmra[3]. We will demonstrate how traditional models as from the gstat package can be implemented efficiently with MRA, and how non-stationary models can be defined by users in a relatively simple way. </p><p>[1] Katzfuss, M. (2017). A multi-resolution approximation for massive spatial datasets. Journal of the American Statistical Association, 112(517), 201-214</p><p>[2] Appel, M., & Pebesma, E. (2020). Spatiotemporal multi-resolution approximations for analyzing global environmental data. Spatial Statistics, 38, 100465.</p><p>[3] https://github.com/appelmar/stmra</p>

ACE of space: estimating genetic components of high-dimensional imaging data

SUMMARY It is of great interest to quantify the contributions of genetic variation to brain structure and function, which are usually measured by high-dimensional imaging data (e.g., magnetic resonance imaging). In addition to the variance, the covariance patterns in the genetic effects of a functional phenotype are of biological importance, and covariance patterns have been linked to psychiatric disorders. The aim of this article is to develop a scalable method to estimate heritability and the nonstationary covariance components in high-dimensional imaging data from twin studies. Our motivating example is from the Human Connectome Project (HCP). Several major big-data challenges arise from estimating the genetic and environmental covariance functions of functional phenotypes extracted from imaging data, such as cortical thickness with 60 000 vertices. Notably, truncating to positive eigenvalues and their eigenfunctions from unconstrained estimators can result in large bias. This motivated our development of a novel estimator ensuring positive semidefiniteness. Simulation studies demonstrate large improvements over existing approaches, both with respect to heritability estimates and covariance estimation. We applied the proposed method to cortical thickness data from the HCP. Our analysis suggests fine-scale differences in covariance patterns, identifying locations in which genetic control is correlated with large areas of the brain and locations where it is highly localized.

Solving Dynamic Traveling Salesman Problem Using Dynamic Gaussian Process Regression

This paper solves the dynamic traveling salesman problem (DTSP) using dynamic Gaussian Process Regression (DGPR) method. The problem of varying correlation tour is alleviated by the nonstationary covariance function interleaved with DGPR to generate a predictive distribution for DTSP tour. This approach is conjoined with Nearest Neighbor (NN) method and the iterated local search to track dynamic optima. Experimental results were obtained on DTSP instances. The comparisons were performed with Genetic Algorithm and Simulated Annealing. The proposed approach demonstrates superiority in finding good traveling salesman problem (TSP) tour and less computational time in nonstationary conditions.

3D stochastic gravity inversion using nonstationary covariances

The flexibility of geostatistical inversions in geophysics is limited by the use of stationary covariances, which, implicitly and mostly for mathematical convenience, assumes statistical homogeneity of the studied field. For fields showing sharp contrasts due, for example, to faults or folds, an approach based on the use of nonstationary covariances for cokriging inversion was developed. The approach was tested on two synthetic cases and one real data set. Inversion results based on the nonstationary covariance were compared to the results from the stationary covariance for two synthetic models. The nonstationary covariance better recovered the known synthetic models. With the real data set, the nonstationary assumption resulted in a better match with the known surface geology.